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C++ API

[...] = SBFactor (...)
  find the R'DR factorization of a symmetric banded matrix

  R=SBFactor(A)

   A is mxt where t-1 is number of non-zero super diagonals
   R is mxt

  if A would be ! 11000 ! then A= ! 11 !
                ! 14300 !         ! 43 !
                ! 03520 !         ! 52 !
                ! 00285 !         ! 85 !
                ! 00059 !         ! 90 !


  The code is based on a LDL' decomposition (use L=R'), without pivoting.
  If A is positive definite, then it reduces to the Cholesky algorithm.

  R is an upper right band matrix
  The first column of R contains the entries of a diagonal matrix D.
  If the first column of R is filled by 1's, then we have R'*D*R = A